I agree that he is bullying you. Especially as you have asked him not to talk about it, and he is therefore blatantly ignoring your wishes, and being nasty. That doesn't make you a bad daughter!
And I wouldn't say you are going to give him money - there is a real danger he'll never be quiet about "when?" "how much?" so nothing solved.
Your Dad sounds irresponsible with money and the money won't help him I'm sure. Unfortunately if he has (or gets into) a load of debt, the 'gesture' of giving him money might not really help your relationship either, which is probably the thing you hope you can sort.
A relative of mine was like this with my poor DGF - every time they visited him in the last few years of his life
- though I'll also say, this behaviour was at a very bad time of this relative's life and their financial situation and MH were both precarious at that time.
Perhaps you should say "dad I'm worried about you harping on about this. Is everything OK?" (not if you don't want to hear the answer though!). Or you could just mutter darkly about your own "large debts" if you really can't end the discussion.
However yes, sticking to the line that you are going to need advice from a financial advisor and of course his grandchildren are the priority, so you are not going to talk about it now. Not that you don't want to, note, that you are not going to.